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Macro Economic Models ​

Macro Economic Models
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Alpha Growth Capital has developed models based on macro economic indicators that estimate the fair value of the S&P500, Consumer Price Index and Gold. The basic models are free for download; scroll down for the link.

We use these models to identify arbitrage opportunities with high probability of success. For example in February 2021, we identified a major gap between the actual and estimated value of the Consumer Price Index. We then took some bullish positions on the US Treasury bond yields.

It is important to keep in mind that these models are not predictive. We need an action for a reaction to take place (e.g. large quantitative easing in the case of the CPI estimate in February 2021). When using these models is important to keep in mind that there might be a time lag in between the current market value of e.g. the S&P500 and the value estimated by the model. Usually this is the result of the market participants and their behavior; for instance see below the S&P500 estimated value and actual value during the Dotcom bubble. It takes sometime for the large majority of the investors to come across a mismatch and act accordingly.
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S&P500 model: model vs. actual data.
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Gold model: model vs. actual data.
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Consumer Price Index model: model vs. actual data.
Models for downloads by clicking the link below:
macroeconomicmodels_version_20220515.xlsx
File Size: 24 kb
File Type: xlsx
Download File

By downloading the file, it is acknowledged that Alpha Growth Capital IS NOT RESPONSIBLE for: 1) any financial loss associated with the use of the model 2) the model accuracy
Disclaimer: 
  • Alpha Growth Capital is not responsible for any financial loss associated with the use of the files shared on this website.
  • Please review the Terms & Conditions of the service before downloading; here.

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    At the beginning of the month, we send out an email reviewing the performances of NEXT-alpha, provide our view of the economy based on our proprietary models and reviewing the current economic environment. ​
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Disclaimer

The information, analysis, data and articles provided in this and through this website are for informational purpose only. Nothing should be considered as an investment advice. Alpha Growth Capital LLC does not make any recommendation to buy, sell or hold any security or position. The website and information provided through it are marketed “as is”. There is no guarantee that anything presented and provided on this and through this website is complete, accurate and correct. Relying on the information provided on this website and through its communication channels is done entirely at the individual own risk. The owner of Alpha Growth Capital is not a registered investment advisor under any security law and nothing provided in this and through this website should be interpreted as a solicitation to buy, hold or sell any mentioned financial product or service. Past performance is not indicative of future results. Any financial decision is at the sole responsibility of the individual.
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  • Home
  • Portfolio
  • Free Resources
    • Macro Economic Models ​
    • S&P500 Performance Indicator
    • Historical Data
    • AGC Monthly Newsletter
  • Join Us
  • Articles
  • Contact Us
  • Terms & Conditions